Non-extensive properties, multifractality, and inefficiency degree of the Athens Stock Exchange General Index

International Review of Financial Analysis

Volumn 19, Issue 1, 2010, Pages 19-24

  Stavroyiannis, S ^a   Makris, I ^a   Nikolaidis, V ^a  

^a TECHNOLOGICAL EDUCATIONAL INSTITUTE OF KALAMATA   (Greece)

Author keywords

Greek stock market; Hurst exponent; Multifractal analysis; Tsallis statistics

Indexed keywords

EID: 73649089970     PISSN: 10575219     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.irfa.2009.11.005     Document Type: Article

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